Lior David-Pur

Ben-Gurion University of the Negev

1 Ben-Gurion Blvd

Beer-Sheba 84105, 84105

Israel

SCHOLARLY PAPERS

4

DOWNLOADS

550

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

To Decrease or Not to Decrease: The Impact of Zero and Negative Interest Rates on Investment Decisions

Number of pages: 36 Posted: 20 Jun 2020
Lior David-Pur, Koresh Galil and Mosi Rosenboim
Ben-Gurion University of the Negev, Ben-Gurion University of the Negev - Department of Economics and Ben-Gurion University of the Negev
Downloads 206 (273,534)

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Investment Decision, Asset Allocation, Negative Interest Rate Policy, Zero Interest Rate Policy, Reaching for Yield

Cross-Currency Basis Swap Spreads and Corporate Dollar Funding

Number of pages: 37 Posted: 12 Dec 2022
Ben-Gurion University of the Negev, Ben-Gurion University of the Negev - Department of Economics, Ben-Gurion University of the Negev and New York University (NYU) - New York University (NYU), Shanghai
Downloads 109 (466,526)

Abstract:

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covered interest rate parity, cross-currency basis swaps, cross-currency swaps, bond markets

Cross-Currency Basis Swap Spreads and Corporate Dollar Funding

Number of pages: 32 Posted: 26 Sep 2022
Lior David-Pur, Koresh Galil and mosi rosenboim
Ben-Gurion University of the Negev, Ben-Gurion University of the Negev - Department of Economics and Ben-Gurion University of the Negev
Downloads 35 (842,546)

Abstract:

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Covered interest rate parity, Cross-currency basis swaps, Cross-currency swaps, Bond markets

3.

The Dynamics of Sovereign Yields Over Swap Rates in the Eurozone Market

Number of pages: 46 Posted: 19 Oct 2020
Lior David-Pur, Koresh Galil and Mosi Rosenboim
Ben-Gurion University of the Negev, Ben-Gurion University of the Negev - Department of Economics and Ben-Gurion University of the Negev
Downloads 133 (396,877)

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Swap market; Eurozone sovereign bond market; Swap spread; Euribor Repo spread

4.

Shedding Light on the Dynamics of the Secured Overnight Financing Rate (SOFR)

forthcoming in International Review of Finance
Number of pages: 18 Posted: 28 Aug 2023 Last Revised: 30 Nov 2023
Ben-Gurion University of the Negev, Ben-Gurion University of the Negev - Department of Economics, Ben-Gurion University of the Negev and New York University (NYU) - New York University (NYU), Shanghai
Downloads 67 (620,992)

Abstract:

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Secured Overnight Financing Rate (SOFR), London Interbank Offered Rate (LIBOR), repurchase agreement (repo), effective Federal Funds rate (EFFR), interest on Excess Reserves (IOER)